- ago
I think the "Max Risk % Limited to % of Equity" PosSizer does not run correctly in Monte Carlo lab for certain strategies. When I click the "Start" button in the Monte Carlo tab, it returns immediately with 0 runs and a blank simulations section. I trade several strategies which happen to generate a lot of NSF positions, so Monte Carlo analysis would be of value. I also saw this same behavior with several additional "Advanced Pos Sizers", (Control Draw Down, Equal Shares, Equity Breakout, Equity Momentum, Pyramiding, Trading the Equity Curve). I can approximate with the "Percent of Equity" PosSizer, but would sleep better at night using the "Max Risk % Limited to % of Equity" PosSizer.
-sifty
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Glitch8
 ( 12.53% )
- ago
#1
Confirmed, I was able to get this fixed for the upcoming release cycle.
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- ago
#2
Thank you Glitch!
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